Related papers: A complete characterization of monotonicity equiva…
We formulate certain inequalities for the geometric quantities characterizing causal diamonds in curved and Minkowski spacetimes. These inequalities involve the red-shift factor which, as we show explicitly in the spherically symmetric…
We generalize results of Fan and Zhang [6] on absolute continuity and singularity of the golden Markov geometric series to nonuniform stochastic series given by arbitrary Markov process. In addition we describe an application of these…
This paper integrates two strands of the literature on stability of general state Markov chains: conventional, total variation based results and more recent order-theoretic results. First we introduce a complete metric over Borel…
Consider a uniformly sampled random $d$-regular graph on $n$ vertices. If $d$ is fixed and $n$ goes to $\infty$ then we can relate typical (large probability) properties of such random graph to a family of invariant random processes (called…
Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…
We consider a time inhomogeneous strong Markov process $(\xi_t)_{t\ge 0}$ taking values in a Polish state space whose semigroup has a $T$-periodic structure. We give simple conditions which imply ergodicity of the grid chain…
We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems…
This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.
The Donsker-Varadhan rate function for occupation-time fluctuations has been seen numerically to exhibit monotone return to stationary nonequilibrium [Phys. Rev. Lett. 107, 010601 (2011)]. That rate function is related to dynamical activity…
We study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear transformations of such processes are locally equivalent to…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…
We consider the posets of equivalence relations on finite sets under the standard embedding ordering and under the consecutive embedding ordering. In the latter case, the relations are also assumed to have an underlying linear order, which…
We provide a systematic study of the notion of duality of Markov processes with respect to a function. We discuss the relation of this notion with duality with respect to a measure as studied in Markov process theory and potential theory…
We consider continuous-time Markov chains which display a family of wells at the same depth. We provide sufficient conditions which entail the convergence of the finite-dimensional distributions of the order parameter to the ones of a…
The finitary isomorphism theorem, due to Keane and Smorodinsky, raised the natural question of how "finite" the isomorphism can be, in terms of moments of the coding radius. More precisely, for which values does there exist an isomorphism…
We present a complexity measure for any finite time series. This measure has invariance under any monotonic transformation of the time series, has a degree of robustness against noise, and has the adaptability of satisfying almost all the…
We prove an apparently novel concentration of measure result for Markov tree processes. The bound we derive reduces to the known bounds for Markov processes when the tree is a chain, thus strictly generalizing the known Markov process…
We analyse the relationship between the full additivity of the entanglement cost and its full monotonicity under local operations and classical communication. We show that the two properties are equivalent for the entanglement cost. The…